Libraries

Open-source engines.

The libraries behind SigmaField's workstations. Use them in your own code, read how each method works, and check the results for yourself.

Finalytics

Available

Security analysis, screening and portfolio optimisation, written in Rust, with bindings for Python, Node.js and Go. It powers SigmaField Portfolio.

Rust
Python
JavaScript
Go

cargo add finalytics
pip install finalytics
npm install finalytics

GitHub finalytics.rs API reference

Guides and tutorials on SigmaField: coming soon.

TenorQuant

Coming soon

Curves, pricing and risk for rates, FX, credit, equity and commodity derivatives, and the hybrids that join them, written in C++20 to the conventions a trading desk expects. It powers SigmaField Derivatives.

C++20
Python
JavaScript